TY  - RPRT
AU  - McAleer, Michael
PY  - 2009
UR  - https://hdl.handle.net/20.500.14352/49257
AB  - Credit risk is the most important type of risk in terms of monetary value. Another key risk measure is market risk, which is concerned with stocks and bonds, and relatedfinancial derivatives, as well as exchange rates and interest rates. This paper is...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Daily capital charges
KW  - Excessive risk taking Market risk
KW  - Risk management
KW  - Value-at-risk
KW  - Violations.
TI  - The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
TY  - technical report
VL  - 2009
ER  -